Price and Volatility Dynamics Implied by the VIX Term Structure
Year of publication: |
2012
|
---|---|
Authors: | Duan, Jin-Chuan |
Other Persons: | Yeh, Chung-Ying (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1788252 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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